We provide institutional-grade quantitative analysis of hedge funds and macro markets — independent, rigorous, and built for allocation decisions.
From fund-level behavioral diagnostics to macro-regime research, our two products share the same commitment: quantitative transparency, no narrative without evidence.
A structured, multi-dimensional quantitative assessment that goes beyond the fact sheet. We analyze what actually drives a fund's returns — and whether the manager's story matches the data.
Systematic, quantitative research into macro-economic regimes, cross-asset valuation gaps, and structural dynamics. Published as institutional-grade papers for allocators and portfolio managers.
Our framework is designed for strategies where market prices drive valuations transparently — liquid, verifiable, and free from model-dependent pricing.
Our work is designed for institutions and individuals who make allocation decisions and need evidence-based diagnostics — not marketing materials.
We serve clients globally, from our base in Brussels. Whether you are constructing a portfolio, conducting periodic monitoring, or challenging a manager's narrative, our analysis supports your process.
Our DD Diagnostic serves two distinct use cases — initial fund selection and ongoing portfolio monitoring — each with a tailored analytical lens.
We extract and reconcile track record data — monthly returns, volatility, drawdown — to build a behavioral baseline. Does the empirical profile match what the manager claims?
BMA factor attribution isolates genuine alpha from systematic risk premia — market beta, style factors, carry and convexity exposures. We identify what is actually driving performance.
We test the strategy across 11 historical crisis scenarios and benchmark it against relevant peer indices — placing it in context within the global hedge fund universe.
Rolling 36-month factor betas reveal whether a manager's exposures have shifted materially — identifying regime-driven adaptation versus unannounced strategy changes.
We monitor for concentration build-up, tail-risk deterioration, and new factor exposures that may represent emerging vulnerabilities not visible in headline performance.
Across a portfolio of funds, we identify systemic risk concentrations — for example, all funds simultaneously exhibiting high-volatility or correlated drawdown dynamics.
Choose a time slot below and submit your details. We will confirm within 24 hours and send a Microsoft Teams link to both parties.
We accommodate clients globally — slots are available in early morning and evening (Brussels time) to serve most time zones.
A Teams link will be sent to your email and to info@nameanalytical.com within 24 hours of confirmation.
For bespoke mandates, research access, or general enquiries, reach us directly. We typically respond within one business day.
Send us a fund fact sheet or monthly returns series. All submissions are confidential. We will assess the fund's eligibility and revert with a proposal.